+43.5%
F vs JBL
+87.5%
-44.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +1.6% | -12.3% | +13.9% | +4.2% |
| 30D | +2.6% | -20.2% | +22.8% | +7.3% |
| 3M | -8.8% | -30.6% | +21.8% | -2.2% |
| 6M | +4.6% | -35.8% | +40.4% | +13.9% |
| YTD | -1.9% | +4.9% | -6.8% | -6.3% |
| 1Y | -0.8% | +11.3% | -12.1% | -6.9% |
| 3Y | +43.5% | +89.1% | -45.6% | +6.9% |
| All | +43.5% | +87.5% | -44.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling